+256.9%
HL vs VCLT
+17.1%
+239.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -1.4% | -3.0% | -2.9% |
| 30D | +9.3% | -1.2% | +10.5% | +10.9% |
| 3M | +32.0% | -4.8% | +36.8% | +39.6% |
| 6M | -6.4% | -2.6% | -3.9% | -3.0% |
| YTD | +3.1% | -3.3% | +6.5% | +7.7% |
| 1Y | +77.6% | -4.8% | +82.4% | +88.6% |
| 3Y | +392.8% | +11.5% | +381.3% | +337.2% |
| 5Y | +234.1% | -17.0% | +251.1% | +307.2% |
| All | +256.9% | +17.1% | +239.8% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling